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Bias in Dynamic Panel Models Under Time Series Misspecification

Lee, Yoonseok - 2011

We consider within-group estimation of higher-order autoregressive panel models with exogenous regressors and fixed …

Persistent link: https://www.econbiz.de/10014182069

Panel data dynamics and measurement errors : GMM bias, IV validity and model fit ; a Monte Carlo study

Biørn, Erik; Han, Xuehui - 2012 - Published Oct 24, 2012 02:35 PM, Last modified Oct 24, 2012 02:35 PM

An autoregressive fixed effects panel data equation in error-ridden endogenous and exogenous variables, with finite … signal and noise memory, the strength of autocorrelation, the size of the IV set, and the panel length. Finally, some … practical guidelines are provided. -- Panel data ; Measurement error ; ARMA model ; GMM ; Signal-noise ratio ; Error memory ; IV …

Persistent link: https://www.econbiz.de/10009632935

Moment inequalities for multinomial choice with fixed effects

Pakes, Ariel; Porter, Jack - In: Quantitative economics : QE ; journal of the … 15 (2024) 1, pp. 1-25

This paper proposes a new approach to identification of the semiparametric multinomial choice model with fixed effects. The framework employed is the semiparametric version of the traditional multinomial logit with the fixed-effects model (Chamberlain (1980)). This semiparametric multinomial...

Persistent link: https://www.econbiz.de/10014496919

Banking concentration and financial stability : evidence from developed and developing countries

Ali, Mohamed Sami Ben; Intissar, Timoumi; Zeitun, Rami - 2015

of banking concentration on financial stability by using a panel logit model. Second, the authors investigated the …

Persistent link: https://www.econbiz.de/10010506286

Dynamic ordered panel logit models

Honoré, Bo E.; Muris, Chris; Weidner, Martin - In: Quantitative economics : QE ; journal of the … 16 (2025) 3, pp. 899-945

This paper studies a dynamic ordered logit model for panel data with fixed effects. The main contribution of the paper … illustration to self-reported health status using the British Household Panel Survey. …

Persistent link: https://www.econbiz.de/10015460584

Exploiting information from singletons in panel data analysis : a GMM approach

Bruno, Randolph; Magazzini, Laura; Stampini, Marco - 2019

We propose a novel procedure, built within a Generalized Method of Moments framework, which exploits unpaired observations (singletons) to increase the efficiency of longitudinal fixed effect estimates. The approach allows increasing estimation efficiency, while properly tackling the bias due to...

Persistent link: https://www.econbiz.de/10012034327